Hi,

This is with regards to an opening with Global Financial Services Firm in Mumbai

Role - Associate Model Validation Skills - Market Risk/Stress Testing Models Exp - 3 to 7 years Location - Mumbai

Required Skills: Valuable pedigree Derivatives Pricing Knowledge FRTB

(IMA/SA) Value at Risk (VaR) Expected Shortfall (ES) Basel 2.5 Counterparty Credit Risk models Initial Margin models Stress Testing models Stochastic Calculus Probability & Statistics Econometrics Numerical Methods Monte Carlo Simulation Finite Difference Methods Responsibilities: Regulatory Capital Models (FRTB IMA and SA, Basel 2.5) Internal Economic Risk Models Stress Testing

Validation tasks include reviewing the Conceptual soundness and the implementation of the model Model Risk Analysis Preparation of model review documentation Review of Model Performance Monitoring Periodic Reviews of Models

If you are interested with the above, kindly revert with your updated CV on

📌 Associate Model Validation (Market Risk Models) (Mumbai)
🏢 company
📍 Mumbai